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Browsing Postprints (Articles) by Author "Lau, Chi Keung Marco"

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Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment

Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung Marco; Marfatia, Hardik A. (Routledge, 2022)

In this paper, we use a Quantile Structural Vector Autoregressive (QSVAR) model, estimated over the quarterly period of 1975:Q3 to 2017:Q3, to analyze whether the impact of monetary policy shocks on growth rate of real ...

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